Are you using SQL?
Try converting your data into an extract and I suspect they will work.
I am not. Data is housed in Access.
Trying to convert data that looks like this 27JUL2016 into a date field within Tableau.
It's not converting and I can't format it to look like a date either.
I think you're not seeing MakeDate or Date parse because you don't have any Date fields in your data source (they're strings).
Try changing the data format from string to DATE (this may not work, but it COULD and save you a lot of work! )
If that doesn't work, try this:
Break apart the date and using LEFT, RIGHT, and MID to get the DAY, YEAR, and MONTH.
A CASE statement can get return the numerical month value JAN/FEB/... /DEC
Then string them together and transform them into a date using DATE()
Let me know if you need more help!